Place a rack in the center of the oven and preheat to 450°F. Line a rimmed baking sheet with parchment paper.
Pat the shrimp dry. Place in the center of the prepared baking sheet, then toss with the oil, smoked paprika, chili powder, garlic powder, onion powder, salt, black pepper, and cayenne pepper. Spread into a single layer. Set aside.
While the oven preheats, ensure that you have every remaining ingredient prepped and near the stove.
Once the oven is preheated, place the shrimp in the oven and roast 3 to 5 minutes, until the shrimp are just barely cooked through; they should turn pink and opaque and tighten into a "C."
As soon as the shrimp go into the oven, make the sauce: In a small saucepan over medium-low heat, melt 1 piece of the butter. Add the garlic and the white/light green parts of the green onions. Cook until fragrant, about 30 seconds.
Turn off the heat. Whisk in the Worcestershire sauce and lemon juice.
Working 1 piece at a time, continue to whisk in the butter, waiting until each piece melts fully before adding the next. Be patient, as it will take each piece will take longer than you expect to melt (this gradual process gives you a smooth, velvety sauce). Taste and season with salt and/or black pepper to taste.
Pour the sauce evenly over the top of the roasted shrimp and toss gently to coat. Finish with the reserved green onion tops and serve with additional lemon wedges and crusty bread.
Notes
TO STORE: Refrigerate leftovers in an airtight container for up to 2 days.
TO REHEAT: Warm gently on the stove or in the microwave. Be careful not to overcook the shrimp.
*I purchase frozen jumbo EZ peel shrimp, thaw overnight, then remove the shells myself, leaving the tails on.